Anic Equity

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Total return since start: 0.569 %

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Equity now: -----------------------------> 47926.57 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46531.62 Kr

PnL: ---------------------------------------> -356.95 Kr

DD now: ---------------------------------> -1.446 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-23 17:16:35.983176'

Anic Portfolio

Today

Return: 0.028 %

This Week

Return: 0.028 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 56.899 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	2.150000	3213.600000	242.600000	8.170000	2971.000006
HEBA B	70	2.670000	2828.000000	192.000000	7.280000	2636.000010
Corem Property Group B	59	3.460000	634.840000	57.840000	10.020000	576.999999
HMS Networks	2	5.140000	720.000000	47.000000	6.980000	673.000000
AcadeMedia	12	1.640000	603.000000	46.000000	8.260000	557.000004
MedCap	2	4.490000	465.000000	44.000000	10.450000	421.000000
Samhällsbyggnadsbo. i Norden B	20	4.020000	395.900000	40.900000	11.520000	355.000000
FM Mattsson Mora Group B	50	-0.340000	2965.000000	38.000000	1.300000	2927.000000
Boozt	12	-0.070000	1684.800000	30.800000	1.860000	1653.999996
Resurs Holding	22	0.180000	602.140000	28.140000	4.900000	573.999998
Norva24 Group	16	0.570000	563.200000	20.200000	3.720000	543.000000
SAAB B	8	-1.260000	3396.800000	19.800000	0.590000	3377.000000
OEM International B	7	0.130000	546.700000	18.700000	3.540000	527.999997
Intrum	4	1.640000	544.800000	17.800000	3.380000	527.000000
Eastnine	4	-0.160000	508.000000	17.000000	3.460000	491.000000
Fastighetsbolag. Emilshus Pref	21	1.670000	576.450000	14.450000	2.570000	562.000005
Coor Service Management Hold.	8	1.940000	545.600000	13.600000	2.560000	532.000000
Securitas B	6	2.910000	580.440000	10.440000	1.830000	570.000000
CTEK	13	1.790000	539.500000	5.500000	1.030000	533.999999
Karnov Group	9	0.000000	540.900000	4.900000	0.910000	536.000004
Swedbank A	3	0.260000	568.800000	4.800000	0.850000	564.000000
Samhällsbyggnadsbo. i Norden D	12	2.990000	248.160000	2.160000	0.880000	246.000000
Creaspac SPAC	6	-0.100000	577.200000	0.200000	0.030000	577.000002
Handelsbanken A	5	0.210000	545.150000	-0.850000	-0.160000	546.000000
Nordea Bank Abp	29	0.000000	3448.680000	-5.320000	-0.150000	3453.999992
Midsona B	63	2.360000	573.300000	-9.700000	-1.660000	582.999984
Essity B	2	-2.390000	563.600000	-10.400000	-1.810000	574.000000
International Petroleum Corp.	5	4.740000	574.000000	-20.570000	-3.460000	594.565215
Essity A	4	-1.910000	1128.000000	-21.000000	-1.830000	1149.000000
Sampo Oyj SDB	7	-0.910000	3808.000000	-42.000000	-1.090000	3850.000000
Vivesto	1368	-2.160000	544.460000	-68.540000	-11.180000	612.999432
Axfood	13	-0.250000	3651.700000	-104.300000	-2.780000	3756.000001
OX2	18	-0.560000	1440.900000	-223.100000	-13.410000	1663.999992
Fasadgruppen Group	35	0.200000	3493.000000	-318.000000	-8.340000	3810.999990
Ovzon	52	1.080000	2912.000000	-450.000000	-13.380000	3361.999992
TOTAL			46531.620000	-356.950000	-1.44627%	46888.564618

Updated:

'2023-01-23 17:16:48.636174'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.